On minimal predictable intensity of point processes
arXiv:2407.21651
Abstract
An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of measures.
Separate into two papers, the first entitled "On minimal predictable intensity of point processes" to appear in Houston Journal of Mathematics, the second arXiv:2509.06016